I just started playing Fallout 3. I've been stuck on NV for a while now lol. After blowing up Megaton, does Jericho survive and if so where is he located?

Nope.

Nobody in Megaton survives. Burke leaves after you take the detonator, and if you started the Wasteland Survival Guide, Moira Brown becomes ghoulified and lives in Underworld.

Jericho, if you haven't recruited him and have him follow you, is gone. Same with the Strength Bobblehead.